Work

Can Volatility Models Explain Extreme Events?*

Year: 2017

Type: article

Source: Journal of Financial Econometrics

DOI: 10.1093/jjfinec/nbx031

Author: Luca Trapin

Institution: Scuola Normale Superiore

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2804851729

FWCI: 2.783

Cites: 52

Cited by: 23

Related to: 10